Where Used List (Table) for SAP ABAP Data Element JBSZKART (Yield Curve Type)
SAP ABAP Data Element
JBSZKART (Yield Curve Type) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
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1 | ![]() |
ATVO65 - SZKART | Volatility: Map Yield Curves to Hull-White Volatility | ![]() |
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2 | ![]() |
ATZVO - SZKART | Reference Int. Rate Volatilities with Curve Info. | ![]() |
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3 | ![]() |
ATZVOS - SZKART | Buffer Structure for Ref.Int.Rate Volas w/ Curve Info. | ![]() |
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4 | ![]() |
JBAPLANELA - SZKART | ALM: Elasticity in the Individual Simulation | ![]() |
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5 | ![]() |
JBAPLANELASAVE - SZKART | ALM: Maturity-Band-Dependent Parameters | ![]() |
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6 | ![]() |
JBAPLANELAT - SZKART | ALM: Elasticity in the Individual Simulation | ![]() |
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7 | ![]() |
JBA_STR_OZ_RATE_FOR_ALM - I_YIELD_CURVE_TYPE | For Determination of Opportunity Interest Rate for ALM | ![]() |
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8 | ![]() |
JBD11 - SZKART | IS-B: Extended interest rate table | ![]() |
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9 | ![]() |
JBD11_ALT - SZKART | JBD11 - Old | ![]() |
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10 | ![]() |
JBD14 - SZKART | Yield Curve Types (Header Information) | ![]() |
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11 | ![]() |
JBD15 - SZKART | Yield Curve Types (Values) | ![]() |
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12 | ![]() |
JBD16CURR - SZKART | Replacement of currencies for yield curve types | ![]() |
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13 | ![]() |
JBD1T - SZKART | Yield Curve Types (Texts) | ![]() |
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14 | ![]() |
JBDBW_BA_RKALRG - SZKART | Extraction Structure RKALRG (Costing Rule) | ![]() |
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15 | ![]() |
JBDFRIS - SZKART | Maturity Pattern for Core Deposits Products | ![]() |
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16 | ![]() |
JBICURVEBASIS - SZKART | Structure for calculation basis for yield curves | ![]() |
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17 | ![]() |
JBIFRIS - SZKART | Structure for Core Deposit Products | ![]() |
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18 | ![]() |
JBIGKMV - SZKART_L | Structure for Interest Rate Maintenance | ![]() |
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19 | ![]() |
JBIGKMV - SZKART_H | Structure for Interest Rate Maintenance | ![]() |
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20 | ![]() |
JBILESEDATUM - SZKART | Read date for yield curves with 'direct read back' | ![]() |
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21 | ![]() |
JBISZKART - SZKART | Int.Table for Yield Curve Assign. - Int.Calc.Method | ![]() |
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22 | ![]() |
JBISZKARTSEL - HIGH | Transfer structure for select options for yield curve types | ![]() |
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23 | ![]() |
JBISZKARTSEL - LOW | Transfer structure for select options for yield curve types | ![]() |
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24 | ![]() |
JBISZKART_VR - SZKART | Yield curve type structure for possible-entries-help | ![]() |
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25 | ![]() |
JBIX11 - SZKART | Extended Structure for JBD11 | ![]() |
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26 | ![]() |
JBIZINST - SZKART | Structure for calculating median yield curves | ![]() |
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27 | ![]() |
JBIZKARTLIST - SZKART | Structure for Calculation Indicator and Replacement Currency | ![]() |
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28 | ![]() |
JBP_STR_FTP_CALC_TRA - YIELD_CURVE_TYPE | Tranches for Opportunity Interest Rate Calculation | ![]() |
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29 | ![]() |
JBP_STR_FTP_TRANCHE_CUST - YIELD_CURVE_TYPE | Tranche Settings for Opportunity Contribution BAdI | ![]() |
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30 | ![]() |
JBP_STR_SPREAD - SPREAD_ZKART | Mark Ups and Downs for Opportunity Interest Rate | ![]() |
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31 | ![]() |
JBRACHSE - SZKART | Axis Definition of a Valuation Grid | ![]() |
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32 | ![]() |
JBRGSREG - SZKART | Buffer for explicit price changes | ![]() |
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33 | ![]() |
JBRHSREG - SZKART | Buffer for historical market price changes | ![]() |
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34 | ![]() |
JBRHSREG - USZKART | Buffer for historical market price changes | ![]() |
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35 | ![]() |
JBRPFVO - USZKART | Price-forming factors: volatilities | ![]() |
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36 | ![]() |
JBRPFYC - SZKART | Price-determining factors: yield curves | ![]() |
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37 | ![]() |
JBRREGW - SZKART | Rules for multi-dimensional risk factor shift | ![]() |
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38 | ![]() |
JBRREGW - USZKART | Rules for multi-dimensional risk factor shift | ![]() |
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39 | ![]() |
JBRRHBL - USZKART | End Node Structure of a Risk Hierarchy | ![]() |
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40 | ![]() |
JBRRHBL - SZKART | End Node Structure of a Risk Hierarchy | ![]() |
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41 | ![]() |
JBRRHBLATT - SZKART | End Node Structure of a Risk Hierarchy | ![]() |
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42 | ![]() |
JBRRHBLATT - USZKART | End Node Structure of a Risk Hierarchy | ![]() |
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43 | ![]() |
JBRRHBLATTH - SZKART | End-Node Structure of a Risk Hierarchy (History) | ![]() |
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44 | ![]() |
JBRRHBLATTH - USZKART | End-Node Structure of a Risk Hierarchy (History) | ![]() |
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45 | ![]() |
JBRRHBLATT_BACK - USZKART | Backup Table JBRRHBLATT (Required for Transport Imports) | ![]() |
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46 | ![]() |
JBRRHBLATT_BACK - SZKART | Backup Table JBRRHBLATT (Required for Transport Imports) | ![]() |
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47 | ![]() |
JBRRHBLT - SZKART | End-Node Structure of a Risk Hierarchy (Risk Factors) | ![]() |
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48 | ![]() |
JBRRPSENIN - SZKARTX | RM: Calculation of Sensitivites/NPV | ![]() |
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49 | ![]() |
JBRSAEV - SZKART | Assign Balance Type to Yield Curve for Evaluation | ![]() |
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50 | ![]() |
JBRSENPAR - SZKARTX | Parameters for Sensitivity Evaluations | ![]() |
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51 | ![]() |
JBRSENPAR - SZKARTY | Parameters for Sensitivity Evaluations | ![]() |
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52 | ![]() |
JBRSENS - SZKART | Price types for sensitivity analysis | ![]() |
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53 | ![]() |
JBRSZREG - SZKART | Buffer for Price Changes with Grid Simulations | ![]() |
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54 | ![]() |
JBRSZRIN - SZKART | Rule Buffer - Substructure for Interest Area | ![]() |
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55 | ![]() |
JBRSZRUL - USZKART | Rule Buffer: Underlyings for Volatilities | ![]() |
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56 | ![]() |
JBTDATE - SZKART | Structure for Accessing MCM table | ![]() |
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57 | ![]() |
JBTKREG - SZKART | Costing Rule | ![]() |
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58 | ![]() |
JBTKREG_SPREADS - SPREAD_ZKART | Markups/Markdowns on Opportunity Interest | ![]() |
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59 | ![]() |
JBTSPREADS - SPREAD_ZKART | Opportunity Interest Rate Markups and Markdowns | ![]() |
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60 | ![]() |
JBT_FTP_CALC_TRA - YIELD_CURVE_TYPE | Settings for Tranches for Calculation of Opp. Int. Rate | ![]() |
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61 | ![]() |
JBT_STR_FTP_CALC_TRANCHE_CUST - YIELD_CURVE_TYPE | Settings for Tranche for Opportunity Contribution | ![]() |
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62 | ![]() |
JBT_STR_FTR_COMPLETE_BASIS - YIELD_CURVE_TYPE | Basis for Total FTR Calculation | ![]() |
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63 | ![]() |
JBT_STR_FTR_TRANCHE_BASIS - YIELD_CURVE_TYPE | Basis for FTR Tranche | ![]() |
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64 | ![]() |
JBVDATE - SZKART | Condition Dates for Yield Curves | ![]() |
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65 | ![]() |
KALKU_ZI - SZKART | Interest Calculator | ![]() |
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66 | ![]() |
RFTBB_HWCALIBRATION - SZKART | Parameters for the Calibration of an Option Price Model | ![]() |
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67 | ![]() |
RJBTKVR - SZKART | Structure for Possible Entries in Costing Rule Maintenance | ![]() |
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68 | ![]() |
VTVMDSIN - SZKART | Market Data Record: Yield Curve | ![]() |
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69 | ![]() |
VTVMDSVO - USZKART | Market Data Record: Volatilities | ![]() |
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70 | ![]() |
VTVMDVIN - CURVETYPE | Market Data Value: Yield Curve | ![]() |
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71 | ![]() |
VTVMDVVO - USZKART | Market Data Value: Volatility Profile | ![]() |
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72 | ![]() |
VTVRHFCAT - SZKART | Field Catalog of Risk Hierarchy Attributes | ![]() |
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73 | ![]() |
VTVSZLS - KURVENART | List of Calculated Interest Rate Scenarios | ![]() |
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74 | ![]() |
VTVSZSHIFT - SZKARTU | Structure for yield curve shift | ![]() |
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75 | ![]() |
VTVSZSHIFT - SZKART | Structure for yield curve shift | ![]() |
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76 | ![]() |
VTVSZYC - SZKART | Scenario Database: Yield Curve Types | ![]() |
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77 | ![]() |
VTVSZZINS - SZKART | Yield Curves for Scenario | ![]() |
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78 | ![]() |
VTVSZZINSR - SZKART | Yield curve with scenario and reference interest rate info. | ![]() |
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79 | ![]() |
VTVXACHSE - SZKART | X-axis grid | ![]() |
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80 | ![]() |
VTVYACHSE - SZKART | Y-axis grid | ![]() |
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81 | ![]() |
VTV_SOPYC - SZKART | Structure for Transfer of Selected Yield Curves | ![]() |
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82 | ![]() |
VTV_SZYC - SZKART | Screen Structure: Yield Curve Types | ![]() |
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